JaLCDOI 10.18926/fest/11519
FullText URL 007_023_029.pdf
Author Sung, JiMin| Yang, WooSung| Tanaka, Yutaka|
Abstract Analysis of covariance selection models is a useful multivariate method to analyze the covariance structure of a multivariate normal distribution. It is used to reveal cause-and-effect relationships. In the present paper we review the theory and study numerically how the stepwise procedure of covariance selection works in actual data analysis. Then we try to develop a method of influence analysis in covariance selection, and show a numerical example to illustrate the usefulness of the method of influence analysis.
Keywords Covariance Selection Local Influence Influence Function Stepwise Procedure
Publication Title 岡山大学環境理工学部研究報告
Published Date 2002-03-22
Volume volume7
Issue issue1
Start Page 23
End Page 29
ISSN 1341-9099
language 英語
File Version publisher
NAID 120002314018